Automated Model Selection in Finance: General-to-Specific Modelling of the Mean and Volatility Specifications
| Year of publication: |
2012
|
|---|---|
| Authors: | Sucarrat, Genaro ; Escribano, Alvaro |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Department of Economics, ISSN 0305-9049. - Vol. 74.2012, 5, p. 716-735
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| Publisher: |
Department of Economics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010596334